Uncertainty shocks and unemployment dynamics in US recessions G Caggiano, E Castelnuovo, N Groshenny Journal of Monetary Economics 67, 78-92, 2014 | 651 | 2014 |
Economic policy uncertainty and unemployment in the United States: A nonlinear approach G Caggiano, E Castelnuovo, JM Figueres Economics Letters 151, 31-34, 2017 | 418 | 2017 |
Estimating fiscal multipliers: News from a non‐linear world G Caggiano, E Castelnuovo, V Colombo, G Nodari The Economic Journal 125 (584), 746-776, 2015 | 300 | 2015 |
The global effects of Covid-19-induced uncertainty G Caggiano, E Castelnuovo, R Kima Economics Letters 194, 109392, 2020 | 223 | 2020 |
Economic policy uncertainty spillovers in booms and busts G Caggiano, E Castelnuovo, JM Figueres Oxford Bulletin of Economics and Statistics 82 (1), 125-155, 2020 | 194 | 2020 |
Estimating the real effects of uncertainty shocks at the zero lower bound G Caggiano, E Castelnuovo, G Pellegrino European Economic Review 100, 257-272, 2017 | 191 | 2017 |
Early warning systems and systemic banking crises in low income countries: A multinomial logit approach G Caggiano, P Calice, L Leonida Journal of Banking & Finance 47, 258-269, 2014 | 170 | 2014 |
Uncertainty across volatility regimes G Angelini, E Bacchiocchi, G Caggiano, L Fanelli Journal of Applied Econometrics 34 (3), 437-455, 2019 | 112 | 2019 |
Uncertainty and monetary policy in good and bad times G Caggiano, E Castelnuovo, G Nodari Melbourne Institute Working Paper, 2017 | 107 | 2017 |
Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK G Caggiano, G Kapetanios, V Labhard Journal of Forecasting 30 (8), 736-752, 2011 | 81 | 2011 |
Comparing logit-based early warning systems: Does the duration of systemic banking crises matter? G Caggiano, P Calice, L Leonida, G Kapetanios Journal of Empirical finance 37, 104-116, 2016 | 70 | 2016 |
Financial uncertainty and real activity: The good, the bad, and the ugly G Caggiano, E Castelnuovo, S Delrio, R Kima European Economic Review 136, 103750, 2021 | 60 | 2021 |
Global financial uncertainty G Caggiano, E Castelnuovo Journal of Applied Econometrics 38 (3), 432-449, 2023 | 52* | 2023 |
Globalization, Immigration, and Lewisian Elastic Labor in Pre–World War II Southeast Asia G Huff, G Caggiano The Journal of Economic History 67 (1), 33-68, 2007 | 51 | 2007 |
Fiscal and financial determinants of Eurozone sovereign spreads G Caggiano, L Greco Economics Letters 117 (3), 774-776, 2012 | 47* | 2012 |
Nelson–Plosser revisited: the ACF approach KM Abadir, G Caggiano, G Talmain Journal of Econometrics 175 (1), 22-34, 2013 | 43* | 2013 |
The macroeconomic impact of higher capital ratios on African economies G Caggiano, P Calice African Development Bank Group, 2011 | 41 | 2011 |
Matching biodiversity indicators to policy needs SL Stevenson, K Watermeyer, G Caggiano, EA Fulton, S Ferrier, ... Conservation Biology 35 (2), 522-532, 2021 | 39 | 2021 |
International output convergence: evidence from an autocorrelation function approach G Caggiano, L Leonida Journal of applied econometrics 24 (1), 139-162, 2009 | 39 | 2009 |
Uncertainty and monetary policy in good and bad times: A replication of the vector autoregressive investigation by Bloom (2009) G Caggiano, E Castelnuovo, G Nodari Journal of Applied Econometrics 37 (1), 210-217, 2022 | 36 | 2022 |